PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-10 17:00:52.329224+00:00 (UTC)
In US/Central Time, this is 2024-03-10 12:00:52.329224-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897988 -0.477039 0.085120 -0.006441 0.546317 0.254862
1997-01-03 -0.886281 -0.477039 -0.156623 0.009089 0.745870 0.205723
1997-01-06 -0.882378 -0.477039 -0.065218 -0.014206 0.778743 0.269641
1997-01-07 -0.882378 -0.456202 -0.130164 -0.045266 0.838361 0.383210
1997-01-08 -0.894086 -0.456202 -0.023123 -0.084091 0.786403 0.496387
... ... ... ... ... ... ...
2024-03-04 -0.819938 -1.477212 -0.834946 1.670809 1.462380 0.115371
2024-03-05 -0.800426 -1.498049 -0.718284 1.670809 1.214639 -0.158854
2024-03-06 -0.816036 -1.529304 -0.713473 1.670809 1.123882 -0.203238
2024-03-07 -0.816036 -1.498049 -0.720690 1.810580 1.133206 -0.250791
2024-03-08 -0.816036 -1.477212 -0.720690 1.810580 1.110572 -0.250791

7183 rows × 6 columns

../../_images/8e845775f955bb5d7aebdbe5927e3e4b5df69fd13de0f458fd8dea61648f6b49.png
pc1
DATE
1997-01-02   -0.580229
1997-01-03   -0.686473
1997-01-06   -0.669354
1997-01-07   -0.705785
1997-01-08   -0.675439
                ...   
2024-03-04   -1.656300
2024-03-05   -1.525994
2024-03-06   -1.512647
2024-03-07   -1.532730
2024-03-08   -1.522166
Name: PC1, Length: 7183, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/466f2a5486ce8618cb19c8c3e76157975dc7e17698b236bedd31af010f1dd428.png
fig = px.line(pc1)
fig.show()
../../_images/6cf95f55e96ee066fd9a384c8637edf1fed1ca3aa7cbe3b68a93973a9280a784.png